+174.0%
ASTS vs TWLO
-34.7%
+208.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.5% | +6.9% |
| 7D | -21.1% | -1.5% | -19.6% | -20.5% |
| 30D | -46.7% | -26.0% | -20.7% | -40.8% |
| 3M | -52.0% | +4.6% | -56.6% | -54.2% |
| 6M | -54.3% | +5.5% | -59.8% | -57.2% |
| YTD | -55.5% | +42.0% | -97.5% | -64.6% |
| 1Y | -50.5% | +58.5% | -108.9% | -62.4% |
| 3Y | +706.2% | +279.7% | +426.6% | +299.3% |
| All | +174.0% | -34.7% | +208.7% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling